+112.2%
SM vs TW
+20.0%
+92.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +20.3% | -0.6% | +20.9% | +20.3% |
| 3M | +22.9% | +3.4% | +19.5% | +21.1% |
| 6M | +47.8% | -18.4% | +66.3% | +55.5% |
| YTD | +107.5% | -3.9% | +111.4% | +108.0% |
| 1Y | +51.7% | -13.3% | +65.1% | +56.4% |
| 3Y | -0.9% | +20.8% | -21.7% | -11.2% |
| 5Y | +112.2% | +20.3% | +92.0% | +95.1% |
| All | +112.2% | +20.0% | +92.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling